+23.6%
OWL vs FHN
+118.4%
-94.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.5% | +2.1% | -0.6% | +0.7% |
| 30D | +13.4% | +3.8% | +9.6% | +12.0% |
| 3M | -21.2% | -8.9% | -12.3% | -18.2% |
| 6M | +4.0% | +1.8% | +2.2% | +3.2% |
| YTD | -29.0% | +0.6% | -29.6% | -29.3% |
| 1Y | -28.4% | +12.9% | -41.4% | -31.9% |
| 3Y | -14.5% | +126.4% | -140.9% | -33.5% |
| 5Y | -21.5% | +62.3% | -83.8% | -33.9% |
| All | +23.6% | +118.4% | -94.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling